CBOE Volatility Index


Trading Metrics calculated at close of trading on 11-Nov-2022
Day Change Summary
Previous Current
10-Nov-2022 11-Nov-2022 Change Change % Previous Week
Open 26.51 23.89 -2.62 -9.9% 25.67
High 26.59 23.91 -2.68 -10.1% 26.59
Low 22.84 22.37 -0.47 -2.1% 22.37
Close 23.53 22.52 -1.01 -4.3% 22.52
Range 3.75 1.54 -2.21 -58.9% 4.22
ATR 1.85 1.82 -0.02 -1.2% 0.00
Volume
Daily Pivots for day following 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 27.55 26.58 23.37
R3 26.01 25.04 22.94
R2 24.47 24.47 22.80
R1 23.50 23.50 22.66 23.22
PP 22.93 22.93 22.93 22.79
S1 21.96 21.96 22.38 21.68
S2 21.39 21.39 22.24
S3 19.85 20.42 22.10
S4 18.31 18.88 21.67
Weekly Pivots for week ending 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 36.49 33.72 24.84
R3 32.27 29.50 23.68
R2 28.05 28.05 23.29
R1 25.28 25.28 22.91 24.56
PP 23.83 23.83 23.83 23.46
S1 21.06 21.06 22.13 20.34
S2 19.61 19.61 21.75
S3 15.39 16.84 21.36
S4 11.17 12.62 20.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 26.59 22.37 4.22 18.7% 1.97 8.8% 4% False True
10 27.07 22.37 4.70 20.9% 1.65 7.3% 3% False True
20 32.59 22.37 10.22 45.4% 1.53 6.8% 1% False True
40 34.88 22.37 12.51 55.6% 2.10 9.3% 1% False True
60 34.88 20.08 14.80 65.7% 2.11 9.4% 16% False False
80 34.88 19.12 15.76 70.0% 1.93 8.6% 22% False False
100 34.88 19.12 15.76 70.0% 1.93 8.6% 22% False False
120 35.00 19.12 15.88 70.5% 2.00 8.9% 21% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 30.46
2.618 27.94
1.618 26.40
1.000 25.45
0.618 24.86
HIGH 23.91
0.618 23.32
0.500 23.14
0.382 22.96
LOW 22.37
0.618 21.42
1.000 20.83
1.618 19.88
2.618 18.34
4.250 15.83
Fisher Pivots for day following 11-Nov-2022
Pivot 1 day 3 day
R1 23.14 24.48
PP 22.93 23.83
S1 22.73 23.17

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These figures are updated between 7pm and 10pm EST after a trading day.

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